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Swaps Masterclass

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Swaps have traditionally been used by derivative traders and treasury management professionals to hedge risks that relate to interest rates, currencies and other asset or securities price fluctuations.

In recent times, the use of swaps, especially credit default swaps (CDS), to make large speculative bets on changes in the expected direction of prices of underlying assets and securities, or as a stalking tool for the hostile takeovers of public traded companies, have been brought to the forefront due to the depth of economic destruction that these derivatives have caused to companies and the financial system at large.

Swaps could be used actively, to speculate, not just passively to hedge … financial engineers, with creative, even far-fetched assumptions created swaps, that, I believe, jeopardized the health of system-critical financial institutions – David H. Wang, Economist

The Finance 3.0 Swaps program contains a library of 7 courses designed to equip you with the complete technical and operational knowledge required to understand how this class of derivatives are priced, structured, traded, and documented. Interest rate, currency, commodity, and equity swaps along with their variants are covered in this comprehensive program.

The 7 courses covered in the Finance 3.0 Futures & Forwards program are:

  • Swaps – Fundamentals
  • Interest Rate Swaps
  • Currency Swaps
  • Commodity Swaps
  • Equity Swaps
  • Interest Rate Swap Variants
  • Swaptions

Enrollment into the Finance 3.0 Swaps program also provides you with access to a comprehensive collection of Measurement Tools, Disclosures, Regulations, Global Best Practices and Benchmarking Data relating to Swaps.

$150 – 12 Month Program – Enroll Now

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